D ratio is a performance metric to analyse the efficiency of algorithms that predict asset returns. This repository is linked to a paper currently submitted to a peer reviewed journal and a research conference. It should be understood with the paper. The details and manner to understand the code will be disclosed once the paper will be accepted.
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D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices
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JDE65/D-ratio
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D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices
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